The Triangular Matrices of Gaussian Elimination and Related Decompositions

TitleThe Triangular Matrices of Gaussian Elimination and Related Decompositions
Publication TypeJournal Articles
Year of Publication1997
AuthorsStewart G.W
JournalIMA Journal of Numerical Analysis
Volume17
Issue1
Pagination7 - 16
Date Published1997/01/01/
ISBN Number0272-4979, 1464-3642
Abstract

It has become commonplace that triangular systems are solved to higher accuracy than their condition would warrant. This observation is not true in general, and counterexamples are easy to construct. However, it is often true of the triangular matrices from pivoted LU or QR decompositions. It is shown that this fact is closely connected with the rank-revealing character of these decompositions.

URLhttp://imajna.oxfordjournals.org/content/17/1/7
DOI10.1093/imanum/17.1.7